add local lgcp run script

Author: zuhengxu

example/real_data_expt/rwmh/run_lgcp.jl

@@ -0,0 +1,27 @@
+include("run_rwmh.jl")
+
+
+nrep = 32
+nsample = 64
+nchains = 30
+
+for name in ["LGCP"]
+    for flowtype in [MF.BackwardIRFMixFlow, MF.DeterministicMixFlow, MF.EnsembleIRFFlow]
+        for kernel in [RWMH]
+            for T in [5000]
+                for seed in 1:nrep
+                    println("Running simulation with seed: $seed, name: $name, flowtype: $flowtype, kernel: $kernel, T: $T")
+                    df, _ = run_simulation(seed, name, flowtype, kernel, T, nchains; nsample = nsample, save_jld = true, track_cost = true)  
+                    
+                    # make a dir named LGCP_csv/
+                    # save csv in LGCP_csv/
+                    if !isdir("LGCP_csv/")
+                        mkpath("LGCP_csv/")
+                    end
+                    # save df in the dir in csv
+                    CSV.write(joinpath("LGCP_csv/", "rwmh_$(name)_$(flowtype)_$seed.csv"), df)
+                end
+            end
+        end
+    end
+end